Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 1.13% | 1.35 CHF | 1.36 CHF | 196'000 | 196'000 | 51'075 | 51'075 | 69'242 CHF | 69'814 CHF | 100.00% | 100.00% |
02.12.2024 | 1.12% | 1.33 CHF | 1.34 CHF | 198'000 | 198'000 | 87'098 | 87'098 | 119'467 CHF | 120'598 CHF | 99.58% | 99.58% |
29.11.2024 | 1.12% | 1.39 CHF | 1.40 CHF | 196'000 | 196'000 | 87'757 | 87'757 | 120'560 CHF | 121'698 CHF | 100.00% | 100.00% |
28.11.2024 | 1.12% | 1.36 CHF | 1.37 CHF | 80'000 | 80'000 | 64'109 | 64'109 | 86'709 CHF | 87'605 CHF | 97.04% | 100.00% |
27.11.2024 | 1.75% | 1.38 CHF | 1.40 CHF | 98'000 | 98'000 | 45'674 | 45'674 | 63'962 CHF | 64'991 CHF | 99.90% | 99.90% |
26.11.2024 | 1.14% | 1.32 CHF | 1.33 CHF | 198'000 | 198'000 | 88'160 | 88'160 | 118'635 CHF | 119'777 CHF | 100.00% | 100.00% |
25.11.2024 | 1.20% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 89'102 | 89'102 | 115'329 CHF | 116'485 CHF | 100.00% | 100.00% |
22.11.2024 | 1.24% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 89'219 | 89'219 | 111'308 CHF | 112'465 CHF | 100.00% | 100.00% |
20.11.2024 | 1.10% | 1.41 CHF | 1.42 CHF | 194'000 | 194'000 | 86'909 | 86'909 | 122'187 CHF | 123'316 CHF | 99.90% | 99.90% |
19.11.2024 | 1.09% | 1.41 CHF | 1.42 CHF | 196'000 | 196'000 | 86'982 | 86'982 | 123'391 CHF | 124'520 CHF | 100.00% | 100.00% |